Essays about: "Uncovered Interest Rate Parity UIRP"

Found 1 essay containing the words Uncovered Interest Rate Parity UIRP.

  1. 1. Exchange Rate Risk and Forecasting

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ian Wallgren; [2022]
    Keywords : Exchange rate risk; exchange rate forecasting; Autoregressive Integrated Moving Average ARIMA ; Uncovered Interest Rate Parity UIRP ; Business and Economics;

    Abstract : Since the collapse of the Bretton Woods system, the system of fixed exchange rates amongst principal industrial countries, in the early 1970s, a new era began, introducing the floating exchange rate regime. Since the inception of the floating rate regime, the general interest in forecasting exchange rate movements has grown considerably. READ MORE